+646.3%
SEI vs PTC
+269.9%
+376.4%
-79.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -0.9% | -1.0% |
| 7D | +10.5% | +0.5% | +10.0% | +10.3% |
| 30D | -8.0% | +1.2% | -9.2% | -8.3% |
| 3M | +6.7% | +27.4% | -20.6% | -4.1% |
| 6M | -17.0% | +39.2% | -56.2% | -29.6% |
| YTD | +39.7% | +12.5% | +27.2% | +28.3% |
| 1Y | +43.2% | +12.3% | +30.9% | +31.7% |
| 3Y | +676.3% | +28.8% | +647.5% | +562.3% |
| 5Y | +891.0% | +60.9% | +830.1% | +643.1% |
| All | +646.3% | +269.9% | +376.4% | +245.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling